Speeding up Markov chains with deterministic jumps

2020/04/23 by Chatterjee, Sourav, Diaconis, Persi · 2 citations
#60J10 #60J22 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2004.11491

Abstract

We show that the convergence of finite state space Markov chains to stationarity can often be considerably speeded up by alternating every step of the chain with a deterministic move. Under fairly general conditions, we show that not only do such schemes exist, they are numerous.

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